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The stars both beamed as they arrived at Rayne Church in Kirkton of Rayne separately.
The bride looked stunning in a flowing ivory gown and veil as she arrived with her “proud” father.
Guests lined the path outside the church and the newlyweds cheered and showered with flower petal confetti as they left.
The couple got into an old Land Rover Defender decorated with paper hearts with Just Married written on them and with tin cans tied to the back, which rattled as the couple drove off to the reception at her 12th Century family castle.
Guests at the wedding include Game Of Thrones stars Peter Dinklage, Maisie Williams, Sophie Turner and Emilia Clarke, actor Jack Donnelly and his partner, actress Malin Akerman.
The couple, both aged 31, who played on-screen lovers in the epic TV drama, are celebrating at Wardhill Castle.
Speaking outside the castle on Saturday, Sebastian Leslie, the bride’s father, said: "We are absolutely thrilled for Kit and Rose to be marrying today."
The local councillor added: "It's an absolutely lovely day for us."
He added: "It's a great day for Aberdeenshire. We are using local caterers, local lighting, local flowers."
The couple met while filming the fantasy saga in 2012 and played on-screen lovers Jon Snow and Ygritte.
Two years after they met, Leslie left Game Of Thrones, while Harington has become one of the show's most popular stars and has appeared in every episode.
Fans of the show gathered outside the castle hoping to catch a glimpse of the couple.
Two students from China, currently studying in Glasgow, were among the fans who gathered at the venue.
Yunyao Li, 23, and Qiong dan Xu, 23, said they are fans of Harington's alter-ego in Game Of Thrones.
Clutching floral bouquets for the stars, they said: "We would like to see him if possible."
A wedding date of June 23 was previously posted at Aberdeenshire's Huntly registration office.
The stars announced their engagement in the Times newspaper last year.
And speaking to L'Uomo Vogue, Harington said it was "easy" to fall in love with Leslie and his best memory of the show was meeting his future partner while filming in Iceland in 2012.
"The country is beautiful ... the Northern Lights are magical ... it was there that I fell in love," he said.
"If you're already attracted to someone, and then they play your love interest in the show, it becomes very easy to fall in love."